Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,36% | 2,39 CHF | 2,40 CHF | 30 000 | 30 000 | 22 161 | 18 241 | 61 526 CHF | 50 386 CHF | 99,90% | 99,90% |
15/07/2024 | 0,34% | 2,84 CHF | 2,85 CHF | 30 000 | 30 000 | 22 171 | 18 257 | 64 998 CHF | 53 690 CHF | 99,78% | 99,78% |
12/07/2024 | 0,31% | 3,05 CHF | 3,06 CHF | 30 000 | 30 000 | 22 187 | 18 281 | 71 906 CHF | 59 318 CHF | 98,74% | 98,74% |
11/07/2024 | 0,30% | 3,25 CHF | 3,26 CHF | 30 000 | 30 000 | 22 218 | 18 327 | 74 653 CHF | 61 654 CHF | 97,40% | 97,40% |
10/07/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 30 000 | 30 000 | 22 167 | 18 250 | 83 160 CHF | 68 648 CHF | 99,99% | 99,99% |
09/07/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 30 000 | 30 000 | 22 152 | 18 227 | 82 390 CHF | 68 126 CHF | 99,80% | 99,80% |
08/07/2024 | 0,28% | 3,55 CHF | 3,56 CHF | 30 000 | 30 000 | 22 167 | 18 250 | 79 941 CHF | 65 813 CHF | 100,00% | 100,00% |
05/07/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 30 000 | 30 000 | 22 186 | 18 278 | 83 320 CHF | 68 888 CHF | 98,91% | 98,91% |
04/07/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 20 000 | 15 000 | 20 020 | 15 030 | 74 096 CHF | 55 778 CHF | 97,94% | 97,94% |
03/07/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 30 000 | 30 000 | 22 178 | 18 267 | 82 422 CHF | 68 106 CHF | 99,47% | 99,47% |